我想知道是否有一种简单的方法可以根据组或条件在Julia中创建时间序列变量的滞后(或超前)?例如:我具有以下形式的数据集
julia> df1 = DataFrame(var1=["a","a","a","a","b","b","b","b"],
var2=[0,1,2,3,0,1,2,3])
8×2 DataFrame
│ Row │ var1 │ var2 │
│ │ String │ Int64 │
├─────┼────────┼───────┤
│ 1 │ a │ 0 │
│ 2 │ a │ 1 │
│ 3 │ a │ 2 │
│ 4 │ a │ 3 │
│ 5 │ b │ 0 │
│ 6 │ b │ 1 │
│ 7 │ b │ 2 │
│ 8 │ b │ 3 │
并且我想创建一个变量lag2
,该变量包含var2
中滞后于2的值。但是,应按var1分组,以免'b'组中的前两个观察值不得出最后一个“ a”组的两个值。而是应将它们设置为缺失或零或某个默认值。
我已经尝试了下面的代码,该代码会产生以下错误。
julia> df2 = df1 |> @groupby(_.var1) |> @mutate(lag2 = lag(_.var2,2)) |> DataFrame
ERROR: MethodError: no method matching merge(::Grouping{String,NamedTuple{(:var1, :var2),Tuple{String,Int64}}}, ::NamedTuple{(:lag2,),Tuple{ShiftedArray{Int64,Missing,1,QueryOperators.GroupColumnArrayView{Int64,Grouping{String,NamedTuple{(:var1, :var2),Tuple{String,Int64}}},:var2}}}})
Closest candidates are:
merge(::NamedTuple{,T} where T<:Tuple, ::NamedTuple) at namedtuple.jl:245
merge(::NamedTuple{an,T} where T<:Tuple, ::NamedTuple{bn,T} where T<:Tuple) where {an, bn} at namedtuple.jl:233
merge(::NamedTuple, ::NamedTuple, ::NamedTuple...) at namedtuple.jl:249
...
Stacktrace:
[1] (::var"#437#442")(::Grouping{String,NamedTuple{(:var1, :var2),Tuple{String,Int64}}}) at /Users/kayvon/.julia/packages/Query/AwBtd/src/query_translation.jl:58
[2] iterate at /Users/kayvon/.julia/packages/QueryOperators/g4G21/src/enumerable/enumerable_map.jl:25 [inlined]
[3] iterate at /Users/kayvon/.julia/packages/Tables/TjjiP/src/tofromdatavalues.jl:45 [inlined]
[4] buildcolumns at /Users/kayvon/.julia/packages/Tables/TjjiP/src/fallbacks.jl:185 [inlined]
[5] columns at /Users/kayvon/.julia/packages/Tables/TjjiP/src/fallbacks.jl:237 [inlined]
[6] #DataFrame#453(::Bool, ::Type{DataFrame}, ::QueryOperators.EnumerableMap{Union{},QueryOperators.EnumerableIterable{Grouping{String,NamedTuple{(:var1, :var2),Tuple{String,Int64}}},QueryOperators.EnumerableGroupBy{Grouping{String,NamedTuple{(:var1, :var2),Tuple{String,Int64}}},String,NamedTuple{(:var1, :var2),Tuple{String,Int64}},QueryOperators.EnumerableIterable{NamedTuple{(:var1, :var2),Tuple{String,Int64}},Tables.DataValueRowIterator{NamedTuple{(:var1, :var2),Tuple{String,Int64}},Tables.Schema{(:var1, :var2),Tuple{String,Int64}},Tables.RowIterator{NamedTuple{(:var1, :var2),Tuple{Array{String,1},Array{Int64,1}}}}}},var"#434#439",var"#435#440"}},var"#437#442"}) at /Users/kayvon/.julia/packages/DataFrames/S3ZFo/src/other/tables.jl:40
[7] DataFrame(::QueryOperators.EnumerableMap{Union{},QueryOperators.EnumerableIterable{Grouping{String,NamedTuple{(:var1, :var2),Tuple{String,Int64}}},QueryOperators.EnumerableGroupBy{Grouping{String,NamedTuple{(:var1, :var2),Tuple{String,Int64}}},String,NamedTuple{(:var1, :var2),Tuple{String,Int64}},QueryOperators.EnumerableIterable{NamedTuple{(:var1, :var2),Tuple{String,Int64}},Tables.DataValueRowIterator{NamedTuple{(:var1, :var2),Tuple{String,Int64}},Tables.Schema{(:var1, :var2),Tuple{String,Int64}},Tables.RowIterator{NamedTuple{(:var1, :var2),Tuple{Array{String,1},Array{Int64,1}}}}}},var"#434#439",var"#435#440"}},var"#437#442"}) at /Users/kayvon/.julia/packages/DataFrames/S3ZFo/src/other/tables.jl:31
[8] |>(::QueryOperators.EnumerableMap{Union{},QueryOperators.EnumerableIterable{Grouping{String,NamedTuple{(:var1, :var2),Tuple{String,Int64}}},QueryOperators.EnumerableGroupBy{Grouping{String,NamedTuple{(:var1, :var2),Tuple{String,Int64}}},String,NamedTuple{(:var1, :var2),Tuple{String,Int64}},QueryOperators.EnumerableIterable{NamedTuple{(:var1, :var2),Tuple{String,Int64}},Tables.DataValueRowIterator{NamedTuple{(:var1, :var2),Tuple{String,Int64}},Tables.Schema{(:var1, :var2),Tuple{String,Int64}},Tables.RowIterator{NamedTuple{(:var1, :var2),Tuple{Array{String,1},Array{Int64,1}}}}}},var"#434#439",var"#435#440"}},var"#437#442"}, ::Type) at ./operators.jl:854
[9] top-level scope at none:0
感谢使用此方法或替代方法的任何帮助。谢谢。
您绝对有一个正确的想法-我不使用Query.jl,但这可以通过基本的DataFrames语法轻松完成:
julia> using DataFrames, ShiftedArrays
julia> df1 = DataFrame(var1=["a","a","a","a","b","b","b","b"],
var2=[0,1,2,3,0,1,2,3]);
julia> by(df1, :var1, var2_l2 = :var2 => Base.Fix2(lag, 2)))
8×2 DataFrame
│ Row │ var1 │ var2_l2 │
│ │ String │ Int64⍰ │
├─────┼────────┼─────────┤
│ 1 │ a │ missing │
│ 2 │ a │ missing │
│ 3 │ a │ 0 │
│ 4 │ a │ 1 │
│ 5 │ b │ missing │
│ 6 │ b │ missing │
│ 7 │ b │ 0 │
│ 8 │ b │ 1 │
请注意,我在这里使用Base.Fix2
来获取lag
的单个参数版本。这与定义您自己的l2(x) = lag(x, 2)
,然后在l2
调用中使用by
基本相同。如果您确实定义了自己的l2
函数,则也可以设置默认值,例如l2(x) = lag(x, 2, default = -1000)
,以免丢失值:
julia> l2(x) = lag(x, 2, default = -1000)
l2 (generic function with 1 method)
julia> by(df1, :var1, var2_l2 = :var2 => l2)
8×2 DataFrame
│ Row │ var1 │ var2_l2 │
│ │ String │ Int64 │
├─────┼────────┼─────────┤
│ 1 │ a │ -1000 │
│ 2 │ a │ -1000 │
│ 3 │ a │ 0 │
│ 4 │ a │ 1 │
│ 5 │ b │ -1000 │
│ 6 │ b │ -1000 │
│ 7 │ b │ 0 │
│ 8 │ b │ 1 │